+5.4%
B vs URA
-29.3%
+34.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | -7.3% | -1.5% | -5.8% | -6.4% |
| 30D | -3.3% | -10.4% | +7.1% | +2.8% |
| 3M | -7.8% | -29.6% | +21.9% | +11.9% |
| 6M | -15.5% | -40.3% | +24.7% | +11.6% |
| YTD | -12.3% | -25.5% | +13.2% | +10.2% |
| 1Y | +5.4% | -26.4% | +31.8% | +32.6% |
| All | +5.4% | -29.3% | +34.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling